UGI vs. ^GSPC
Compare and contrast key facts about UGI Corporation (UGI) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UGI or ^GSPC.
Correlation
The correlation between UGI and ^GSPC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
UGI vs. ^GSPC - Performance Comparison
Key characteristics
UGI:
0.96
^GSPC:
1.90
UGI:
1.72
^GSPC:
2.54
UGI:
1.22
^GSPC:
1.35
UGI:
0.57
^GSPC:
2.87
UGI:
5.46
^GSPC:
11.84
UGI:
5.76%
^GSPC:
2.06%
UGI:
32.90%
^GSPC:
12.86%
UGI:
-59.54%
^GSPC:
-56.78%
UGI:
-35.81%
^GSPC:
-2.30%
Returns By Period
In the year-to-date period, UGI achieves a 3.86% return, which is significantly higher than ^GSPC's 1.16% return. Over the past 10 years, UGI has underperformed ^GSPC with an annualized return of 0.91%, while ^GSPC has yielded a comparatively higher 11.44% annualized return.
UGI
3.86%
4.42%
22.79%
35.74%
-3.76%
0.91%
^GSPC
1.16%
-2.04%
6.47%
24.84%
12.36%
11.44%
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Risk-Adjusted Performance
UGI vs. ^GSPC — Risk-Adjusted Performance Rank
UGI
^GSPC
UGI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UGI Corporation (UGI) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
UGI vs. ^GSPC - Drawdown Comparison
The maximum UGI drawdown since its inception was -59.54%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for UGI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
UGI vs. ^GSPC - Volatility Comparison
UGI Corporation (UGI) has a higher volatility of 6.17% compared to S&P 500 (^GSPC) at 4.97%. This indicates that UGI's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.